+122.8%
PCAR vs GTLB
-49.4%
+172.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.3% |
| 7D | +4.9% | -0.7% | +5.7% | +5.0% |
| 30D | -1.4% | -10.2% | +8.8% | -0.9% |
| 3M | -18.1% | +10.1% | -28.2% | -18.7% |
| 6M | -4.0% | +116.5% | -120.5% | -8.8% |
| YTD | -1.5% | +27.2% | -28.6% | -3.5% |
| 1Y | +13.2% | +8.6% | +4.6% | +12.0% |
| 3Y | +35.8% | +5.6% | +30.2% | +32.0% |
| 5Y | +114.6% | -61.8% | +176.4% | +104.8% |
| All | +122.8% | -49.4% | +172.2% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling